Can you delete a single message without deleting all of them in the thread?

Do you mean in the Messages app? If so, yes, you can delete just one. Press and hold on any message in the thread. A little popup menu will appear. Tap "More". Select the message(s) you want to delete by tapping on the circle to the left of the message. Then, tap the trashcan icon at the bottom left of the screen.

You cannot delete any (one or more) here - you can edit yours for 15 minutes after your first post it - that is if you are referring to the forums here.

Glad it helped. And just so you know, if you tap the arrow on the right side of the bottom of the screen instead of the trash can, you can forward a message to someone else.